NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 43.97 43.42 -0.55 -1.3% 39.90
High 44.49 44.45 -0.04 -0.1% 44.49
Low 43.05 43.11 0.06 0.1% 39.00
Close 43.18 43.73 0.55 1.3% 43.73
Range 1.44 1.34 -0.10 -6.9% 5.49
ATR 1.79 1.76 -0.03 -1.8% 0.00
Volume 671,103 575,107 -95,996 -14.3% 3,363,396
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.78 47.10 44.47
R3 46.44 45.76 44.10
R2 45.10 45.10 43.98
R1 44.42 44.42 43.85 44.76
PP 43.76 43.76 43.76 43.94
S1 43.08 43.08 43.61 43.42
S2 42.42 42.42 43.48
S3 41.08 41.74 43.36
S4 39.74 40.40 42.99
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.88 56.79 46.75
R3 53.39 51.30 45.24
R2 47.90 47.90 44.74
R1 45.81 45.81 44.23 46.86
PP 42.41 42.41 42.41 42.93
S1 40.32 40.32 43.23 41.37
S2 36.92 36.92 42.72
S3 31.43 34.83 42.22
S4 25.94 29.34 40.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.49 39.00 5.49 12.6% 2.08 4.8% 86% False False 672,679
10 44.49 39.00 5.49 12.6% 1.81 4.1% 86% False False 505,453
20 44.49 36.57 7.92 18.1% 1.70 3.9% 90% False False 346,885
40 44.49 35.52 8.97 20.5% 1.61 3.7% 92% False False 232,558
60 44.49 32.10 12.39 28.3% 1.77 4.1% 94% False False 187,653
80 44.49 30.79 13.70 31.3% 1.83 4.2% 94% False False 154,967
100 47.03 30.79 16.24 37.1% 1.73 4.0% 80% False False 131,430
120 52.04 30.79 21.25 48.6% 1.69 3.9% 61% False False 114,075
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.15
2.618 47.96
1.618 46.62
1.000 45.79
0.618 45.28
HIGH 44.45
0.618 43.94
0.500 43.78
0.382 43.62
LOW 43.11
0.618 42.28
1.000 41.77
1.618 40.94
2.618 39.60
4.250 37.42
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 43.78 43.45
PP 43.76 43.17
S1 43.75 42.90

These figures are updated between 7pm and 10pm EST after a trading day.

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